| CAGR | ๋์ ์์ต๋ฅ | ์ฐ๊ฐ๋ณ๋์ฑ | ์คํ๋น์จ | ์ต๋๋ํญ | ์นผ๋ง๋น์จ | |
|---|---|---|---|---|---|---|
| Magic Formula_์ ์๊ธฐ์ | 18.73% | 573.53% | 0.367483 | 0.509797 | -0.074451 | 2.516298 |
| Magic Formula_์ ์ฒด๊ธฐ์ | 18.74% | 573.97% | 0.367442 | 0.510046 | -0.074451 | 2.517248 |
| EV/EBITDA_์ ์๊ธฐ์ | 21.69% | 933.03% | 0.281153 | 0.771347 | -0.050093 | 4.329324 |
| EV/EBITDA_์ ์ฒด๊ธฐ์ | 21.52% | 922.2% | 0.275117 | 0.782299 | -0.044932 | 4.789942 |
| Momentum 12m_์ ์๊ธฐ์ | 29.16% | 1854.15% | 0.259514 | 1.123817 | -0.021706 | 13.436469 |
| Momentum 12m_์ ์ฒด๊ธฐ์ | 29.09% | 1842.21% | 0.259265 | 1.122119 | -0.018093 | 16.079874 |
| F-score_์ ์๊ธฐ์ | 2.93% | 24.19% | 0.159094 | 0.184144 | -0.161530 | 0.181367 |
| F-score_์ ์ฒด๊ธฐ์ | 2.93% | 24.19% | 0.159094 | 0.184144 | -0.161530 | 0.181367 |
| QMJ_์ ์๊ธฐ์ | 11.08% | 199.86% | 0.201547 | 0.549805 | -0.022820 | 4.855813 |
| QMJ_์ ์ฒด๊ธฐ์ | 10.64% | 186.94% | 0.204935 | 0.519048 | -0.061302 | 1.735201 |
| LowVol_์ ์๊ธฐ์ | 4.9% | 69.33% | 0.133236 | 0.368084 | -0.003628 | 13.518017 |
| LowVol_์ ์ฒด๊ธฐ์ | 4.9% | 69.33% | 0.133236 | 0.368084 | -0.003628 | 13.518017 |
| FF3 Strategy_์ ์๊ธฐ์ | 5.8% | 101.97% | 0.127285 | 0.455435 | -0.052826 | 1.097365 |
| FF3 Strategy_์ ์ฒด๊ธฐ์ | 5.86% | 106.18% | 0.127298 | 0.460432 | -0.036810 | 1.592271 |
| ์ ๋ต | ์ ์๊ธฐ์ _CAGR(%) | ์ ์ฒด๊ธฐ์ _CAGR(%) | CAGR_์ฐจ์ด | ์ ์๊ธฐ์ _์คํ | ์ ์ฒด๊ธฐ์ _์คํ | ์คํ_์ฐจ์ด |
|---|---|---|---|---|---|---|
| Magic Formula | 18.73% | 18.74% | -0.01%p | 0.510 | 0.510 | -0.000 |
| EV/EBITDA | 21.69% | 21.52% | +0.16%p | 0.771 | 0.782 | -0.011 |
| Momentum 12m | 29.16% | 29.09% | +0.07%p | 1.124 | 1.122 | +0.002 |
| F-score | 2.93% | 2.93% | +0.00%p | 0.184 | 0.184 | +0.000 |
| QMJ | 11.08% | 10.64% | +0.44%p | 0.550 | 0.519 | +0.031 |
| LowVol | 4.90% | 4.90% | +0.00%p | 0.368 | 0.368 | +0.000 |
| FF3 Strategy | 5.80% | 5.86% | -0.06%p | 0.455 | 0.460 | -0.005 |